
Strategy began |
01/02/2017 |
% Profitable trades | 83.33 |
Maximum drawdown (MDD) | -39.24% |
Drawdown period | February 2017 - April 2017 |
Correlation to SP500 | 0.54 |
Standard deviation | 27.49% |
Beta | 0.95 |
last month | 2.69% |
6 month | -3.5% |
12 month | 11.44% |
3 years | 81.93% |
since inception | 128.62% |
CAGR | 17.68% |
Annualized median return | Sharp | Sortino | Calmar | Alpha |
30.12% | 1.10 | 1.81 | 0.77 | 15.29% |
Please look at the calculation details and description by the link. Not investment advice.
You should consider whether you can afford to take the high risk of losing your money. Past performance is not an indication of future results.
AUM: $2M-$5M
Market | Invested | P/L(%) | Value |
---|---|---|---|
![]() SPY SPDR S&P 500 ETF |
9.99% | 7.94% | 8.53% |
![]() NVDA NVIDIA Corporation |
6.52% | 18.70% | 6.12% |
![]() KER.PA Kering SA |
5.59% | 10.87% | 4.91% |
![]() ADBE Adobe Systems Inc |
5.41% | 49.81% | 6.41% |
![]() AMZN Amazon |
5.13% | 58.24% | 6.42% |
![]() LULU Lululemon Athletica Inc |
4.99% | 63.16% | 6.44% |
![]() MSFT Microsoft |
4.86% | 102.30% | 7.77% |
![]() RMS Hermes International |
4.58% | 81.92% | 6.58% |
![]() AAPL Apple |
4.44% | 99.93% | 7.02% |
![]() CRM Salesforce.com Inc |
4.44% | 12.95% | 3.96% |
![]() NFLX Netflix, Inc. |
4.30% | -35.35% | 2.20% |
![]() BLK BlackRock Inc |
4.30% | 32.80% | 4.52% |
![]() BLV Vanguard Long-Term Bond ETF |
4.16% | -19.47% | 2.65% |
![]() VHT Vanguard Health Care ETF |
4.16% | 2.64% | 3.38% |
![]() SQ Square, Inc. |
3.88% | -26.54% | 2.26% |
![]() GOOG Alphabet |
3.61% | 99.56% | 5.69% |
![]() MC.PA LVMH Moet Hennessy Louis Vuitton SA |
3.47% | 34.47% | 3.69% |
![]() DIS Walt Disney |
2.50% | -9.23% | 1.79% |
![]() BA Boeing |
2.22% | -31.20% | 1.21% |
![]() FB |
1.94% | -6.73% | 1.43% |
![]() AIR.PA AIRBUS GROUP |
1.39% | 5.27% | 1.16% |
![]() 0700.HK Tencent |
1.39% | -49.30% | 0.56% |
Market | Invested | P/L(%) | Value |
---|---|---|---|
![]() NVDA NVIDIA Corporation |
6.52% | 18.70% | 6.12% |
![]() KER.PA Kering SA |
5.59% | 10.87% | 4.91% |
![]() ADBE Adobe Systems Inc |
5.41% | 49.81% | 6.41% |
![]() AMZN Amazon |
5.13% | 58.24% | 6.42% |
![]() LULU Lululemon Athletica Inc |
4.99% | 63.16% | 6.44% |
![]() MSFT Microsoft |
4.86% | 102.30% | 7.77% |
![]() RMS Hermes International |
4.58% | 81.92% | 6.58% |
![]() AAPL Apple |
4.44% | 99.93% | 7.02% |
![]() CRM Salesforce.com Inc |
4.44% | 12.95% | 3.96% |
![]() NFLX Netflix, Inc. |
4.30% | -35.35% | 2.20% |
![]() BLK BlackRock Inc |
4.30% | 32.80% | 4.52% |
![]() SQ Square, Inc. |
3.88% | -26.54% | 2.26% |
![]() GOOG Alphabet |
3.61% | 99.56% | 5.69% |
![]() MC.PA LVMH Moet Hennessy Louis Vuitton SA |
3.47% | 34.47% | 3.69% |
![]() DIS Walt Disney |
2.50% | -9.23% | 1.79% |
![]() BA Boeing |
2.22% | -31.20% | 1.21% |
![]() FB |
1.94% | -6.73% | 1.43% |
![]() AIR.PA AIRBUS GROUP |
1.39% | 5.27% | 1.16% |
![]() 0700.HK Tencent |
1.39% | -49.30% | 0.56% |
Market | Invested | P/L(%) | Value |
---|---|---|---|
![]() SPY SPDR S&P 500 ETF |
9.99% | 7.94% | 8.53% |
![]() BLV Vanguard Long-Term Bond ETF |
4.16% | -19.47% | 2.65% |
![]() VHT Vanguard Health Care ETF |
4.16% | 2.64% | 3.38% |